Finger millet is one of the most important cereals that are often grown in semiarid and arid regions of East-Africa. Salinity is known to be a major impediment for the crop growth and production. This study was aimed to understand the mechanisms of physiological and biochemical responses to salinity stress of Kenyan finger millet varieties (GBK043137, GBK043128, GBK043124, GBK043122, GBK043094, GBK043050) grown across different agroecological zones under NaCl-induced salinity stress. Seeds were germinated on the sterile soil and treated using various concentrations of NaCl (100, 200 and 300 mM) for two weeks. Again, the early-seedling stage of germinated plants was irrigated with the same salt concentrations for 60 days. Results indicated depression in germination percentage, shoot and root growth rate, leaf relative water content, chlorophyll content contents, leaf K+ concentration, and leaf K+/Na+ ratios increased salt levels. Contrary, proline and malonaldehyde (MDA) contents reduced sugar content and leaf total proteins. At the same time, the leaf Na+ and Cl− amounts of all plants increased substantially with rising stress levels. Clustering analysis revealed that GBK043094 and GBK043137 were placed together and identified as salt-tolerant varieties based on their performance under salt stress. Overall, our findings indicated a significant varietal variability for most of the parameters analysed. These superior varieties identified could be potentially used as promising genetic resources in future breeding programmes development directed towards salt-tolerant finger millet hybrids. Further analysis at genomic level need to be undertaken to better understand the genetic factors that promote salinity tolerance in finger millet.